Stochastic stability and performance of positive Markov jump linear systems with time-delay

学术报告

报告题目：Stochastic stability and performance of positive Markov jump linear systems with time-delay

报告时间：2018年6月1日（周五）15：30－16：30

报告地点：创新园大厦A1101报告厅

报告人：朱淑倩 教授  (山东大学数学学院)

校内联系人：朱春钢， 电话：84708351-8116

报告摘要：The problems of stochastic stability and L1/l1-gain performance analysis are addressed for continuous-time/discrete-time positive Markov jump linear systems with time-delay. By constructing a novel linear co-positive stochastic Lyapunov functional based on the positivity of the system, and characterizing the system equation of the mathematical expectation of the markovianized states, some necessary and sufficient delay-dependent conditions for stochastic stability and L1/l1-gain performance are presented in terms of linear programming. It is revealed that stochastic stability of the positive Markov jump linear system with time-delay is influenced by the size of time-delay and it is demonstrated by examples that the effect of time-delay on stochastic stability can be either positive or negative.

报告人简介：朱淑倩，山东大学数学学院教授。2005年6月毕业于山东大学数学与系统科学学院运筹学与控制论专业，获理学博士学位，同年7月留校工作，随后进入山东大学计算机学院博士后流动站开展研究工作。2013年1月至2014年1月，作为公派访问学者到澳大利亚Central Queensland University进行合作研究。2018年1月至2018年2月，为澳大利亚Swinburne University of Technology访问教授。从事正系统、Markov跳变系统和网络化控制系统的交叉课题研究，获山东省自然科学奖二等奖2项，主持国家自然科学基金3项，在《IEEE Transactions on Automatic Control》，《Automatica》，《Information Sciences》等国际控制论重要学术刊物上和重要国际学术会议上发表学术论文40余篇。